Hi,
I am trying to estimate the optimal lag length in a VAR estimation. However, when I open the lag length window I don't understand how is expressed the estimation sample. I would like to input as estimation sample 1985q1 2016q1, the problem is that when I write those dates in the estimation sample box and press ok EViews tells me that this date expression is "illegal". And when I click on lag length this is what comes out in the estimation sample box:
VAR Type:
unrestricted VAR
Vector Errror Correction
Bayesian VAR
Estimation sample :
1 125
Lag intervals for Endogenous:
1 2
Endogenous Variables:
Exogenous Variables:
c
Could you please help me to figure it out what does it mean and how I have to write the estimation period?
Thank you.
LENGHT SELECTION: Estimation sample VAR
Moderators: EViews Gareth, EViews Moderator
LENGHT SELECTION: Estimation sample VAR
- Attachments
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- VAR Specification.tiff (28.21 KiB) Viewed 5323 times
Last edited by sofp on Tue Jul 05, 2016 12:21 am, edited 2 times in total.
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EViews Gareth
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Re: LENGHT SELECTION: Estimation sample VAR
We cannot see the attachment.
Re: LENGHT SELECTION: Estimation sample VAR
VAR Type:
unrestricted VAR
Vector Errror Correction
Bayesian VAR
Estimation sample :
1 125
Lag intervals for Endogenous:
1 2
Endogenous Variables:
Exogenous Variables:
c
Thank you.
unrestricted VAR
Vector Errror Correction
Bayesian VAR
Estimation sample :
1 125
Lag intervals for Endogenous:
1 2
Endogenous Variables:
Exogenous Variables:
c
Thank you.
- Attachments
-
- VAR Specification.tiff (28.21 KiB) Viewed 5307 times
-
EViews Gareth
- Fe ddaethom, fe welon, fe amcangyfrifon
- Posts: 13583
- Joined: Tue Sep 16, 2008 5:38 pm
Re: LENGHT SELECTION: Estimation sample VAR
Looks like your workfile is not dated. You need to structure your workfile as dated before you can use dates in a sample. From the workfile click on Proc->Reshape/Restructure current page.
Re: LENGHT SELECTION: Estimation sample VAR
Thank you I have fixed the problem as you suggested
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